C / C++ Numerical Library

Advanced analytics functions for C/C++ applications

The IMSL C Numerical Library provides mathematical and statistical functionality for building advanced analytics tools. IMSL C Numerical Library provides the essential building blocks needed to develop analytic tools for your organization. Allowing you to understand what and why something happened using algorithms for descriptive and diagnostic analytics. The library has powerful algorithms to predict what might happen and what should happen using predictive and prescriptive analytic techniques. Developing with IMSL C helps organizations achieve insights and value through advanced data analytics.

Additionally, IMSL combined with SourcePro DB makes it easier to move analytics into the database with native support for embedded analytics solutions. To see how, read this white paper on using IMSL C Library analytics with SourcePro DB.

The latest release of IMSL C Numerical Library is now available for download. Learn what's new in the latest version.

Typical application areas

Financial services

  • Options pricing
  • Hedge fund trading analysis
  • Real-time, systematic risk management
  • Portfolio optimization


  • Risk management
  • Logistics
  • Optimize
  • Just-in-time inventory


  • Content specific marketing
  • Just-in-time inventory
  • Touch point retail sales analytics
  • Risk assessment
  • Collection analytics
  • Computational biology analysis and modeling
  • ISVs embedding mathematical engines into their software offerings

Consumer product goods

  • Real-time warranty and defect analysis
  • Supplier risk management
  • Resource hedging

Oil and gas

  • Oil well performance analysis
  • Operations performance management

To learn more about the functional areas in IMSL Numerical Libraries please click here.

“The random number generator routines are the core of this model, and the IMSL Libraries are very fast and very accurate. We've had good results comparing with real systems, enabling us to use the model in real-time.”
Dr. Giuseppe Brusasca,
Research Scientist

Learn more about our capabilities.